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installing modules vs installing in general.

Im a little confused and spoiled from using ubuntu. I usually install from source or use apt-get.
What is the difference from installing in that manner and installing the module to get programs to work?
From my understanding, modules are like drivers? The kernel needs them to communicate with the software? (except drivers are for hardware)

If someone can please clarify this and give me an example and/or a website where i can learn how to install programs( the whole shibang...) like do i need to install the program, then the module?